Gated Bayesian networks for algorithmic trading.
Marcus BendtsenJosé M. PeñaPublished in: Int. J. Approx. Reason. (2016)
Keyphrases
- bayesian networks
- electronic commerce
- probability distribution
- learning bayesian networks
- structure learning
- probabilistic reasoning
- probabilistic model
- graphical models
- expert knowledge
- bayesian network structure
- conditional independence
- inference in bayesian networks
- conditional probabilities
- bayesian network classifiers
- continuous variables
- trading strategies
- stock exchange
- trading systems
- parameter learning
- financial markets
- hidden variables
- junction tree
- electricity markets
- approximate inference
- probabilistic modeling
- trading agents
- incomplete data
- structural models
- em algorithm
- bayesian network structures
- multiply sectioned bayesian networks